Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
GOOGL Alphabet Inc Class A | Communication Services | 36% |
PBR Petróleo Brasileiro S.A. - Petrobras | Energy | 25% |
SPYM State Street SPDR Portfolio S&P 500 ETF | S&P 500 | 39% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in RBG concentrated - Tech + Energy + Core ETF 2025 Q1, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every year.
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The earliest data available for this chart is Nov 15, 2005, corresponding to the inception date of SPYM
Returns By Period
As of Apr 2, 2026, the RBG concentrated - Tech + Energy + Core ETF 2025 Q1 returned 15.10% Year-To-Date and 23.47% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio RBG concentrated - Tech + Energy + Core ETF 2025 Q1 | 0.76% | 4.97% | 15.10% | 27.93% | 56.77% | 34.76% | 26.96% | 23.47% |
| Portfolio components: | ||||||||
GOOGL Alphabet Inc Class A | -0.54% | -2.50% | -5.44% | 20.55% | 88.99% | 41.91% | 22.87% | 22.80% |
PBR Petróleo Brasileiro S.A. - Petrobras | 2.39% | 21.23% | 73.50% | 68.74% | 53.49% | 38.06% | 45.50% | 26.58% |
SPYM State Street SPDR Portfolio S&P 500 ETF | 0.09% | -3.33% | -3.54% | -1.41% | 17.61% | 18.45% | 11.96% | 14.24% |
Monthly Returns
Based on dividend-adjusted daily data since Nov 16, 2005, RBG concentrated - Tech + Energy + Core ETF 2025 Q1's average daily return is +0.07%, while the average monthly return is +1.32%. At this rate, your investment would double in approximately 4.4 years.
Historically, 63% of months were positive and 37% were negative. The best month was Mar 2016 with a return of +19.3%, while the worst month was Mar 2020 at -21.6%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.
On a daily basis, RBG concentrated - Tech + Energy + Core ETF 2025 Q1 closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +13.7%, while the worst single day was Apr 3, 2014 at -17.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 10.84% | -0.54% | 3.63% | 0.75% | 15.10% | ||||||||
| 2025 | 6.49% | -8.05% | -3.25% | -5.57% | 5.91% | 5.74% | 4.37% | 4.38% | 7.16% | 5.29% | 7.58% | -1.67% | 30.26% |
| 2024 | 2.47% | 0.75% | 2.46% | 4.18% | 2.56% | 2.67% | -2.24% | 0.82% | 0.29% | -0.61% | 3.22% | 2.63% | 20.75% |
| 2023 | 9.00% | -5.34% | 5.37% | 3.53% | 7.83% | 7.49% | 6.91% | -0.40% | -1.36% | -2.68% | 6.61% | 4.89% | 49.10% |
| 2022 | 1.01% | 0.98% | 3.46% | -9.20% | 4.36% | -10.01% | 13.09% | 4.61% | -11.78% | 3.96% | 2.01% | -8.73% | -9.09% |
| 2021 | -1.44% | 0.37% | 3.91% | 8.58% | 3.88% | 6.38% | 2.21% | 5.82% | -5.98% | 6.24% | -0.60% | 5.67% | 39.97% |
Benchmark Metrics
RBG concentrated - Tech + Energy + Core ETF 2025 Q1 has an annualized alpha of 6.24%, beta of 1.03, and R² of 0.66 versus S&P 500 Index. Calculated based on daily prices since November 16, 2005.
- This portfolio captured 128.77% of S&P 500 Index gains and 102.07% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- This portfolio generated an annualized alpha of 6.24% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 1.03 and R² of 0.66, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 6.24%
- Beta
- 1.03
- R²
- 0.66
- Upside Capture
- 128.77%
- Downside Capture
- 102.07%
Expense Ratio
RBG concentrated - Tech + Energy + Core ETF 2025 Q1 has an expense ratio of 0.01%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
RBG concentrated - Tech + Energy + Core ETF 2025 Q1 ranks 95 for risk / return — in the top 95% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.81 | 0.88 | +1.93 |
Sortino ratioReturn per unit of downside risk | 3.76 | 1.37 | +2.40 |
Omega ratioGain probability vs. loss probability | 1.54 | 1.21 | +0.34 |
Calmar ratioReturn relative to maximum drawdown | 4.31 | 1.39 | +2.92 |
Martin ratioReturn relative to average drawdown | 19.18 | 6.43 | +12.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
GOOGL Alphabet Inc Class A | 94 | 2.91 | 3.87 | 1.48 | 4.37 | 16.63 |
PBR Petróleo Brasileiro S.A. - Petrobras | 79 | 1.63 | 2.14 | 1.30 | 2.39 | 4.69 |
SPYM State Street SPDR Portfolio S&P 500 ETF | 54 | 0.97 | 1.48 | 1.23 | 1.52 | 7.13 |
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Dividends
Dividend yield
RBG concentrated - Tech + Energy + Core ETF 2025 Q1 provided a 1.57% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.57% | 2.31% | 4.30% | 3.29% | 14.57% | 5.22% | 0.81% | 1.10% | 1.13% | 0.68% | 0.77% | 0.77% |
| Portfolio components: | ||||||||||||
GOOGL Alphabet Inc Class A | 0.28% | 0.27% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PBR Petróleo Brasileiro S.A. - Petrobras | 4.09% | 7.10% | 14.73% | 10.91% | 55.64% | 18.95% | 0.84% | 1.59% | 1.03% | 0.00% | 0.00% | 0.00% |
SPYM State Street SPDR Portfolio S&P 500 ETF | 1.15% | 1.13% | 1.28% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the RBG concentrated - Tech + Energy + Core ETF 2025 Q1. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the RBG concentrated - Tech + Energy + Core ETF 2025 Q1 was 59.68%, occurring on Nov 20, 2008. Recovery took 1126 trading sessions.
The current RBG concentrated - Tech + Energy + Core ETF 2025 Q1 drawdown is 0.98%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -59.68% | Dec 27, 2007 | 229 | Nov 20, 2008 | 1126 | May 15, 2013 | 1355 |
| -40.73% | Feb 20, 2020 | 23 | Mar 23, 2020 | 166 | Nov 16, 2020 | 189 |
| -32.89% | Apr 3, 2014 | 469 | Feb 11, 2016 | 108 | Jul 18, 2016 | 577 |
| -22.25% | Feb 5, 2025 | 44 | Apr 8, 2025 | 94 | Aug 22, 2025 | 138 |
| -22.21% | Aug 19, 2022 | 84 | Dec 16, 2022 | 110 | May 26, 2023 | 194 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 2.91, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | PBR | GOOGL | SPYM | Portfolio | |
|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.45 | 0.65 | 0.87 | 0.75 |
| PBR | 0.45 | 1.00 | 0.27 | 0.39 | 0.77 |
| GOOGL | 0.65 | 0.27 | 1.00 | 0.58 | 0.74 |
| SPYM | 0.87 | 0.39 | 0.58 | 1.00 | 0.73 |
| Portfolio | 0.75 | 0.77 | 0.74 | 0.73 | 1.00 |